Safety Considerations With Kalman Filters
Technical Report,01 May 2018,31 Jan 2019
Naval Air Warfare Center Weapons Division China Lake United States
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Navigation systems typically contain a Kalman filter, whose function is to develop a current optimal estimate of the state of a system based on the previous state, a system model, and measurements, while incorporating measurement noise statistics and instrumentation error characteristics. Modern navigation systems use extended Kalman filters, a real-time non-linear application of Kalman filters. However, for simplicity, a description of the processes typical of generic linear Kalman filters is presented along with hazards in the event of a Kalman filter malfunction. Hazards are considered from the viewpoint of an air vehicle application, although this analysis can also be applied to less hazardous applications such a Safety Considerations With Kalman Filters s an autonomous vehicle. A list of hazards to consider is presented for use by safety engineers.
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